Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
21.12.2020 | 0.52% | 85.85 | 86.30 | 1'000'000 | 500'000 | 999'931 | 500'000 | 862'128 | 433'344 | 99.77% | 99.77% |
18.12.2020 | 0.50% | 87.37 | 87.81 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 877'556 | 440'978 | 99.86% | 99.86% |
17.12.2020 | 0.50% | 86.83 | 87.27 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 869'227 | 436'800 | 99.86% | 99.86% |
16.12.2020 | 0.50% | 86.19 | 86.62 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 856'756 | 430'528 | 99.86% | 99.86% |
15.12.2020 | 0.50% | 84.62 | 85.04 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 856'075 | 430'184 | 99.86% | 99.86% |
14.12.2020 | 0.50% | 86.98 | 87.42 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 869'274 | 436'814 | 99.86% | 99.86% |
11.12.2020 | 0.50% | 87.66 | 88.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 885'614 | 445'022 | 99.85% | 99.85% |
10.12.2020 | 0.50% | 91.01 | 91.47 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 910'784 | 457'684 | 99.86% | 99.86% |
09.12.2020 | 0.50% | 90.65 | 91.10 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 917'269 | 460'928 | 99.86% | 99.86% |